Ziemba William T

Publications in Math-Net.Ru

1. Using a mean-changing stochastic processes exit–entry model for stock market long–short prediction
   
   JPM, 49:1 (2022),  172–197
2. Exit strategies in bubble-like markets using a changepoint model
   
   Quant. Finance Letters, 4:1 (2016),  47–52
3. Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
   
   Quant. Finance, 15:9 (2015),  1449–1469
4. When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model
   
   JPM, 40:2 (2014),  54–63